Found: 15
Select item for more details and to access through your institution.
An improved criterion for almost marginal conditional stochastic dominance.
- Published in:
- Review of Quantitative Finance & Accounting, 2024, v. 62, n. 3, p. 1251, doi. 10.1007/s11156-023-01235-3
- By:
- Publication type:
- Article
What can inverse VIX contribute to an investment portfolio?
- Published in:
- International Journal of Finance & Economics, 2022, v. 27, n. 3, p. 3791, doi. 10.1002/ijfe.2351
- By:
- Publication type:
- Article
Revisiting generalized almost stochastic dominance.
- Published in:
- Annals of Operations Research, 2019, v. 281, n. 1/2, p. 175, doi. 10.1007/s10479-018-2828-9
- By:
- Publication type:
- Article
Alternative Methods to Estimate Implied Variance: Review and Comparison.
- Published in:
- Review of Pacific Basin Financial Markets & Policies, 2018, v. 21, n. 4, p. N.PAG, doi. 10.1142/S021909151850025X
- By:
- Publication type:
- Article
ROBUST GOOD-DEAL BOUNDS IN INCOMPLETE MARKETS: THE CASE OF TAIWAN.
- Published in:
- Hitotsubashi Journal of Economics, 2017, v. 58, n. 1, p. 53, doi. 10.15057/28615
- By:
- Publication type:
- Article
ELUCIDATING EQUITY PREMIUM USING CORPORATE DIVIDENDS AND HABIT FORMATION.
- Published in:
- Annals of Financial Economics, 2015, v. 10, n. 2, p. 1, doi. 10.1142/S2010495215500141
- By:
- Publication type:
- Article
SEARCHING FOR LANDMINES IN EQUITY MARKETS.
- Published in:
- Annals of Financial Economics, 2014, v. 9, n. 2, p. -1, doi. 10.1142/S2010495214400041
- By:
- Publication type:
- Article
Sizing and Performance of Fixed-Rate Residential Mortgage Asset-Backed Securities Tranches.
- Published in:
- Review of Pacific Basin Financial Markets & Policies, 2013, v. 16, n. 4, p. -1, doi. 10.1142/S0219091513500240
- By:
- Publication type:
- Article
Effect of mandatory pro forma earnings disclosure on the relation between CEO share bonuses and firm performance.
- Published in:
- Review of Quantitative Finance & Accounting, 2013, v. 40, n. 2, p. 189, doi. 10.1007/s11156-011-0272-x
- By:
- Publication type:
- Article
Cross-Market Hedging Strategies for Credit Default Swaps under a Markov Regime-Switching Framework.
- Published in:
- Journal of Fixed Income, 2012, v. 22, n. 2, p. 44, doi. 10.3905/jfi.2012.22.2.044
- By:
- Publication type:
- Article
The Jump Behavior of Foreign Exchange Market:: Analysis of Thai Baht.
- Published in:
- Review of Pacific Basin Financial Markets & Policies, 2007, v. 10, n. 2, p. 265, doi. 10.1142/S0219091507001069
- By:
- Publication type:
- Article
Optimal Timing to Invest in E-commerce.
- Published in:
- Psychology & Marketing, 2006, v. 23, n. 4, p. 335, doi. 10.1002/mar.20114
- By:
- Publication type:
- Article
An Intertemporal International Asset Pricing Model: Theory and Empirical Evidence.
- Published in:
- European Financial Management, 2005, v. 11, n. 2, p. 173, doi. 10.1111/j.1354-7798.2005.00281.x
- By:
- Publication type:
- Article
An Intertemporal CAPM Approach to Evaluate Mutual Fund Performance.
- Published in:
- Review of Quantitative Finance & Accounting, 2003, v. 20, n. 4, p. 415, doi. 10.1023/A:1024076518110
- By:
- Publication type:
- Article
An International Asset Pricing Model with Time-Varying Hedging Risk.
- Published in:
- Review of Quantitative Finance & Accounting, 2000, v. 15, n. 3, p. 235, doi. 10.1023/A:1008371906583
- By:
- Publication type:
- Article